PENGARUH RETURN ON EQUITY (ROE), PRICE EARNING RATIO (PER), DAN DEBT TO EQUITY RATIO (DER) TERHADAP RETURN SAHAM PADA PERUSAHAAN LQ 45 YANG TERDAFTAR DI BURSA EFEK INDONESIA

WANTI, SARI DWI (2017) PENGARUH RETURN ON EQUITY (ROE), PRICE EARNING RATIO (PER), DAN DEBT TO EQUITY RATIO (DER) TERHADAP RETURN SAHAM PADA PERUSAHAAN LQ 45 YANG TERDAFTAR DI BURSA EFEK INDONESIA. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh rasio-rasio keuangan terhadap return saham. Obyek penelitian ini adalah perusahaan LQ45 yang terdaftar pada Bursa Efek Indonesia selama periode 2013 – 2015. Rasio-rasio keuangan yang digunakan dalam penelitian ini sebagai variable independen adalah return on equity (ROE), price earning ratio (PER), and debt to equity ratio (DER). Data yang digunakan adalah data tahunan berdasarkan laporan keuangan tahunan yang diambil menggunakan tehnik purposive sampling dan dianalisa dengan menggunakan metode data panel. Hipotesis diuji dengan t-test dan F-test dengan tingkat kepercayaan 5 persen. Hasil uji t-test menunjukan bahwa rasio ROE dan PER secara parsial tidak berpengaruh positif dan signifikan terhadap return saham. Sebaliknya, rasio DER berpengaruh negatif dan signifikan terhadap return saham. Hasil uji F-test menunjukan bahwa semua rasio keuangan tersebut berpengaruh signifikan pada return saham.This research aimed to determine the impact of financial ratios to stock return. The object of this research was LQ45 companies listed on Indonesia Stock Exchange during 2013 – 2015 periods. Financial ratios used in this study as independent variables were return on equity (ROE), price earning ratio (PER), and debt to equity ratio (DER). The data used in this research were yearly data, based on yearly financial statement which were taken using purposive sampling technique and were analyzed using data panel analysis. Hypothesis was tested using t-test and F-test based on the 5 percent significance level. The t-test showed that the ratios of ROE and PER, partially did not have a positive and significant effect on stock returns. Instead, DER had a negative and significant impact on stock returns. The test result with F-test found that all selected financial ratios have a significant effect on stock return.

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